Trace chemical detection is a particularly challenging problem of significant Army interest. Optical diagnostic techniques offer rapid, accurate, sensitive, and highly selective detection of hazardous materials in a variety of systems. Multiplex coherent anti-stokes Raman scattering (MCARS) spectroscopy generates a complete Raman spectrum from the material of interest using a combination of a supercontinuum pulse, which drives multiple molecular vibrations simultaneously, and a narrowband probe pulse. In this study, we demonstrated the ability of MCARS to detect trace amounts of both explosive materials and chemical warfare agent simulants with limits of detection below 0.2 ng and 0.1 nl, respectively. Integration times were on the order of 10 ms, using a compact USB spectrometer. Characteristics of supercontinuum generation were studied and compared to results in the literature. Finally, an algorithm that utilizes a combination of the maximum entropy method and advanced Fourier filtering to analytically remove the non-resonant background from the MCARS spectra without any a priori knowledge of the vibrational spectrum of the material of interest.